ExScore 1.0.7-prerelease

.NET 7.0
This is a prerelease version of ExScore.
There is a newer prerelease version of this package available.
See the version list below for details. 
dotnet add package ExScore --version 1.0.7-prerelease
NuGet\Install-Package ExScore -Version 1.0.7-prerelease
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="ExScore" Version="1.0.7-prerelease" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
paket add ExScore --version 1.0.7-prerelease
#r "nuget: ExScore, 1.0.7-prerelease"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
// Install ExScore as a Cake Addin
#addin nuget:?package=ExScore&version=1.0.7-prerelease&prerelease

// Install ExScore as a Cake Tool
#tool nuget:?package=ExScore&version=1.0.7-prerelease&prerelease

Statistics and performance metrics in trading

Used for trading strategy evaluation in the Terminal application.

Nuget

Install-Package ExScore -Version 1.0.7-prerelease

Metrics

  • AHPR - average holding period returns
  • GHPR - geometric holding period returns
  • CAGR - compound annual growth rate
  • ROC - rate of change
  • Edge ratio or E-Ratio - ratio between MFE and MAE
  • Kestner ratio or K-Ratio - deviation from the expected returns curve
  • MAE - maximum adverse excursion or maximum unrealized loss
  • MFE - maximum favorable excursion or maximum unrealized profit
  • MAR ratio - minimum acceptance return or a gain-to-pain ratio between returns and max loss
  • Martin or Ulcer index ratio - downside volatility of the deviation
  • LR Correlation - correlation between a series and its linear regression
  • Sharpe ratio - reward to risk ratio for a selected period
  • Sortino ratio - reward to risk ratio for a selected period measuring downside
  • Standard Z-Score - probability of the losing or winning strikes
  • Sterling ratio - ratio between returns and average loss
Product Compatible and additional computed target framework versions.
.NET net7.0 is compatible.  net7.0-android was computed.  net7.0-ios was computed.  net7.0-maccatalyst was computed.  net7.0-macos was computed.  net7.0-tvos was computed.  net7.0-windows was computed.  net8.0 was computed.  net8.0-android was computed.  net8.0-browser was computed.  net8.0-ios was computed.  net8.0-maccatalyst was computed.  net8.0-macos was computed.  net8.0-tvos was computed.  net8.0-windows was computed. 
Compatible target framework(s)
Included target framework(s) (in package)
Learn more about Target Frameworks and .NET Standard.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version Downloads Last updated
1.1.5-prerelease 183 12/16/2022
1.1.2-prerelease 105 11/24/2022
1.1.1-prerelease 107 11/15/2022
1.1.0-prerelease 94 11/15/2022
1.0.9-prerelease 99 11/13/2022
1.0.8-prerelease 104 11/13/2022
1.0.7-prerelease 143 4/4/2022
1.0.6-prerelease 121 4/3/2022
1.0.5-prerelease 173 3/26/2022
1.0.2-prerelease 114 4/3/2022
1.0.1-RC 265 3/13/2021
1.0.0-RC 175 3/13/2021